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Trade: RUNE/USDT/240/SWMA/MIDPRICE/4158

Strategy
RUNE/USDT/240/SWMA/MIDPRICE/4158
Pair
RUNE_USDT
Interval
4h
Score
515757
Daily Profit
0.469657
Profit Factor
1.797637
Profitability
47.398844
Streak
7.415449
Best Strategy
Training Data Length
1846.500000
Evaluation Time
2025-09-26 12:58
Expiration Time
2025-11-18 23:28

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 867220.9913 959810.8963 -92589.905 -128088.2736 231056.2682 -359144.5418
Total P&L (%) 867.221 959.8109 -92.5899 -128.0883 231.0563 -359.1445
Avg Daily Profit (%) 0.4697 0.5198 -0.0501 0 0.0649 0
Buy And Hold Return (%) 103.8422 103.8422 103.8422 103.8422 103.8422 103.8422
Max Trade Drawdown -258772 -135339 -189510 -1276175 -715400 -617735
Profit Factor 1.7976 2.7919 0.8321 0.936 1.2415 0.656
Total Trades 173 86 87 173 86 87
Winning Trades 82 37 45 100 53 47
Losing Trades 91 49 42 73 33 40
Profitability (%) 47.3988 43.0233 51.7241 57.8035 61.6279 54.023
Ratio Avg Win / Avg Loss 1.9949 3.6973 0.7767 0.6833 0.773 0.5583
Largest Winning Trade 579728 579728 62075 433455 433455 174791
Largest Losing Trade -113992 -47767 -113992 -522291 -419008 -522291
Avg Bars in Trades 62 78 46 62 78 46
Avg Bars in Winners 85 117 59 49 63 32
Avg Bars in Losers 41 48 33 80 100 64
Bars Traded 10792 6712 4080 10792 6712 4080
Profit Streak 7.4154 0 8.2488 0 73.2488 0
Trades During Streak 1 0 1 0 4 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 515757 470239 -580203 -578860 -110778 -580578
Evaluation Data
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602648000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880694822,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            867220.9912533652,
            959810.896253871,
            -92589.9050005053,
            -128088.273609501,
            231056.2682391385,
            -359144.5418486395
        ],
        [
            867.220991,
            959.810896,
            -92.589905,
            -128.088274,
            231.056268,
            -359.144542
        ],
        [
            0.469657,
            0.5198,
            -0.050143,
            0,
            0.064853,
            0
        ],
        [
            103.842231,
            103.842231,
            103.842231,
            103.842231,
            103.842231,
            103.842231
        ],
        [
            -258772,
            -135339,
            -189510,
            -1276175,
            -715400,
            -617735
        ],
        [
            1.797637,
            2.791875,
            0.83214,
            0.935975,
            1.241548,
            0.656
        ],
        [
            173,
            86,
            87,
            173,
            86,
            87
        ],
        [
            82,
            37,
            45,
            100,
            53,
            47
        ],
        [
            91,
            49,
            42,
            73,
            33,
            40
        ],
        [
            47.398844,
            43.023256,
            51.724138,
            57.803468,
            61.627907,
            54.022989
        ],
        [
            1.994939,
            3.697348,
            0.776664,
            0.683262,
            0.773039,
            0.558298
        ],
        [
            579728,
            579728,
            62075,
            433455,
            433455,
            174791
        ],
        [
            -113992,
            -47767,
            -113992,
            -522291,
            -419008,
            -522291
        ],
        [
            62,
            78,
            46,
            62,
            78,
            46
        ],
        [
            85,
            117,
            59,
            49,
            63,
            32
        ],
        [
            41,
            48,
            33,
            80,
            100,
            64
        ],
        [
            10792,
            6712,
            4080,
            10792,
            6712,
            4080
        ],
        [
            7.415449,
            0,
            8.248783,
            0,
            73.248783,
            0
        ],
        [
            1,
            0,
            1,
            0,
            4,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            515757,
            470239,
            -580203,
            -578860,
            -110778,
            -580578
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "RUNE_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 11079,
    "evaluation_days": 1846.5,
    "actual_first_datapoint_time": 1599192000000,
    "first_datapoint_time": 1602648000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758880694822,
    "expiration_time": 1763501328000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "swma",
        "factors": {
            "length": 241,
            "offset": 0
        }
    },
    "second_band": {
        "type": "midprice",
        "factors": {
            "length": 194,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)